A note on physical dependence and mixing conditions for triangular arrays
Abstract
Under mild structural assumptions and regularity conditions on the marginal and conditional densities, an explicit bound on the β -mixing coefficients in terms of the physical dependence measure is provided. Consequently, weak physical dependence implies β -mixing and strong mixing for triangular arrays, complementing Hill (2025), who proved the converse implication under moment assumptions.
Fields of Study & Subjects
Probability and Statistical Research
Mathematical Dynamics and Fractals
Markov Chains and Monte Carlo Methods
Publication details
- Journal / source
- Statistics & Probability Letters
- Volume
- 234
- Pages
- 110706–110706
- Publication date
- 27 February 2026
- Language
- EN